The Short Term Workshop on Financial Engineering at Indian Institute of Technology Delhi was conducted on May 23 - 27, 2016.

The workshop is designed on the philosophy to facilitate exchange of ideas between the research scholars working in the domain of financial mathematics.

The workshop encouraged scholars to interact with each other and gain through collaborative learning.

Themes-

Actuarial models

Behavioural finance

Computational finance

Credit risk and banking

Econometric models

Financial optimization

Interest rates models

Machine learning and heuristic methods in finance

News analytics in finance

Price discovery

Risk assessment and management

Statistical methods in finance

Stochastic PDE and solution methodologies

Stochastic processes in finance

Trading strategies and models

Fee & Travel Allowance-
NO FEE will be charged and NO TA will be paid to any participant.

Workshop Program

Tutorials by experts: 16 hours
Talks by participating scholars: 14 hours

Date and Venue-
Date: May 23 - 27, 2016

Venue:
Department of Mathematics, I.I.T Delhi
Campus Map: How to reach IIT Delhi

Certificate

It will be provided to participants with minimum 80% attendance and only on giving the mandatory presentation.

For further inquiry, please contact the coordinators

Prof S. Dharmaraja and Dr Aparna Mehra
Department of Mathematics
Indian Institute of Technology Delhi
Hauz Khas, New Delhi - 110016
Tel: 11 26597104, 011 26597106

Contact-

Indian Institute of Technology Bombay
Powai, Mumbai, Maharashtra 400076